RYVNX vs. RYVYX

In the year-to-date period, RYVNX achieves a 22.35% return, which is significantly higher than RYVYX's -28.33% return. Over the past 10 years, RYVNX has underperformed RYVYX with an annualized return of -33.90%, while RYVYX has yielded a comparatively higher 17.64% annualized return.

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RYVNX has a 2.49% expense ratio, which is higher than RYVYX's 1.87% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Rydex Inverse NASDAQ-100 2x Strategy Fund (RYVNX) and Rydex NASDAQ-100 2x Strategy Fund (RYVYX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current RYVNX Sharpe Ratio is -0.24, which is comparable to the RYVYX Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of RYVNX and RYVYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

RYVNX's dividend yield for the trailing twelve months is around 4.93%, while RYVYX has not paid dividends to shareholders.

The maximum RYVNX drawdown since its inception was -99.99%, roughly equal to the maximum RYVYX drawdown of -98.21%. Use the drawdown chart below to compare losses from any high point for RYVNX and RYVYX. For additional features, visit the drawdowns tool.

Rydex Inverse NASDAQ-100 2x Strategy Fund (RYVNX) has a higher volatility of 35.30% compared to Rydex NASDAQ-100 2x Strategy Fund (RYVYX) at 31.65%. This indicates that RYVNX's price experiences larger fluctuations and is considered to be riskier than RYVYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.